Anic Equity¶

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Total return since start: 0.734 %¶

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Equity now: -----------------------------> 52978.03 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 35010.44 Kr¶

PnL: ---------------------------------------> -108.78 Kr¶

DD now: ---------------------------------> -0.268 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 17:07:50.060956'

Anic Portfolio¶

Today¶

Return: -0.166 %¶

This Week¶

Return: -0.166 %¶

Total¶

Return: 73.436 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Humana 40 2.650000 681.600000 9.600000 1.430000 672.000000
New Wave B 20 1.660000 3910.000000 4.000000 0.100000 3906.000000
BHG Group 49 -2.610000 639.450000 1.960000 0.310000 637.490000
SynAct Pharma 9 2.140000 644.400000 1.800000 0.280000 642.600000
Indutrade 5 0.730000 1318.500000 1.500000 0.110000 1317.000000
Creades A 7 1.280000 610.050000 1.400000 0.230000 608.650000
Ambea 68 2.480000 2532.320000 1.360000 0.050000 2530.960000
Addtech B 3 1.930000 698.400000 0.000000 0.000000 698.400000
Latour B 2 0.360000 447.400000 -1.000000 -0.220000 448.400000
NCC B 7 0.920000 650.650000 -1.050000 -0.160000 651.700000
Biotage 4 -0.330000 599.600000 -1.200000 -0.200000 600.800000
Vitrolife 3 -0.710000 673.800000 -1.200000 -0.180000 675.000000
Profoto Holding 7 -1.430000 579.600000 -1.400000 -0.240000 581.000000
Xvivo Perfusion 3 -0.710000 841.500000 -1.500000 -0.180000 843.000000
SCA A 4 -1.060000 596.800000 -1.600000 -0.270000 598.400000
Balco Group 39 -0.520000 1868.100000 -1.950000 -0.100000 1870.050000
BONESUPPORT HOLDING 10 1.080000 1219.000000 -2.000000 -0.160000 1221.000000
Sampo Oyj SDB 1 -0.200000 502.000000 -2.000000 -0.400000 504.000000
Lundin Gold 7 0.580000 968.800000 -2.800000 -0.290000 971.600000
Embracer Group B 26 1.370000 656.370000 -3.250000 -0.490000 659.620000
Investor A 16 -0.450000 3531.200000 -4.800000 -0.140000 3536.000000
Fortnox 10 -1.380000 659.600000 -6.000000 -0.900000 665.600000
Sdiptech B 3 1.040000 813.000000 -7.200000 -0.880000 820.200000
Volati 5 0.530000 565.000000 -8.000000 -1.400000 573.000000
Gaming Innovation Group 161 1.170000 4169.900000 -8.050000 -0.190000 4177.950000
NCC A 6 -1.010000 588.000000 -9.600000 -1.610000 597.600000
Eastnine 6 -0.560000 644.400000 -10.800000 -1.650000 655.200000
Lime Technologies 2 3.960000 577.000000 -15.000000 -2.530000 592.000000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 35010.440000 -108.780000 -0.26792% 35119.220000

Updated:¶

'2023-06-07 17:08:04.220206'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶